+17.5%
P vs LPLA
-16.5%
+34.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +4.6% | -9.6% | -5.8% |
| 7D | -19.4% | +15.7% | -35.1% | -22.0% |
| 30D | -22.3% | -6.2% | -16.1% | -20.9% |
| 3M | +33.2% | -12.0% | +45.2% | +37.6% |
| 6M | +53.6% | -2.7% | +56.4% | +52.3% |
| YTD | +66.8% | -12.5% | +79.3% | +70.4% |
| 1Y | +17.5% | -16.5% | +34.1% | +22.0% |
| All | +17.5% | -16.5% | +34.0% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling